Hypothetical capital of CCP
| Reference date: | August 1, 2026 |
| Currency | RUB |
| Units | 1 000 000 |
| FX and precious metals market | Securities market | Derivatives market | Standardised OTC derivatives market | |
| Hypothetical capital (KCCP) | 0 | 16 390.14 | 148.39 | 7.14 |
| C-factor | 0.16% | 125.76% | 2.6% | 0.36% |
| DFCM | 2 860.00 | 2233.00 | 1210.00 | 980.00 |
| DFCCP | 2 600.00 | 10 800.00* | 4 600.00 | 1 000.00 |
*including additional dedicated CCP capital in amount of 3,5 billion RUB